+238.9%
CRM vs BBY
+252.7%
-13.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.1% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | +28.1% | +9.4% | +18.7% | +24.4% |
| 3M | +48.8% | +19.3% | +29.5% | +40.7% |
| 6M | +28.3% | +47.9% | -19.7% | +13.0% |
| YTD | -6.0% | +39.6% | -45.6% | -16.1% |
| 1Y | +1.4% | +22.2% | -20.7% | -6.2% |
| 3Y | +11.8% | +45.0% | -33.1% | -6.6% |
| 5Y | -2.0% | +2.6% | -4.6% | -11.0% |
| All | +238.9% | +252.7% | -13.8% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling